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Continuous-Time Dynkin Games with Mixed Strategies
Citations
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Cited by:
- Bonatti, Alessandro & Hörner, Johannes, 2017.
"Learning to disagree in a game of experimentation,"
Journal of Economic Theory, Elsevier, vol. 169(C), pages 234-269.
- Alessandro Bonatti & Johannes Horner, 2015. "Learning to Disagree in a Game of Experimentation," Cowles Foundation Discussion Papers 1991, Cowles Foundation for Research in Economics, Yale University.
- Bonatti, Alessandro & Hörner, Johannes, 2017. "Learning to Disagree in a Game of Experimentation," TSE Working Papers 17-791, Toulouse School of Economics (TSE).
- Bayraktar, Erhan & Yao, Song, 2015.
"Doubly reflected BSDEs with integrable parameters and related Dynkin games,"
Stochastic Processes and their Applications, Elsevier, vol. 125(12), pages 4489-4542.
- Erhan Bayraktar & Song Yao, 2014. "Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games," Papers 1412.2053, arXiv.org, revised Jul 2015.
- Hamadène, S. & Wang, H., 2009.
"BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game,"
Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2881-2912, September.
- S. Hamad'ene & H. Wang, 2008. "BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games," Papers 0803.1815, arXiv.org.
- de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "Nash equilibria of threshold type for two-player nonzero-sum games of stopping," Center for Mathematical Economics Working Papers 563, Center for Mathematical Economics, Bielefeld University.
- Gechun Liang & Haodong Sun, 2018. "Dynkin games with Poisson random intervention times," Papers 1803.00329, arXiv.org, revised Jul 2019.
- Riedel, Frank & Steg, Jan-Henrik, 2017.
"Subgame-perfect equilibria in stochastic timing games,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 36-50.
- Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.
- Fabien Gensbittel & Christine Grün, 2019.
"Zero-Sum Stopping Games with Asymmetric Information,"
Mathematics of Operations Research, INFORMS, vol. 44(1), pages 277-302, February.
- Gensbittel, Fabien & Grün, Christine, 2017. "Zero-sum stopping games with asymmetric information," TSE Working Papers 17-859, Toulouse School of Economics (TSE).
- Said Hamadene & Jianfeng Zhang, 2008. "The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options," Papers 0810.5698, arXiv.org.
- Yuri Kifer, 2012. "Dynkin Games and Israeli Options," Papers 1209.1791, arXiv.org.
- Shmaya, Eran & Solan, Eilon, 2004.
"Zero-sum dynamic games and a stochastic variation of Ramsey's theorem,"
Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 319-329, August.
- Ehud Lehrer & Eilon Solan, 2003. "Zero-sum Dynamic Games and a Stochastic Variation of Ramsey Theorem," Discussion Papers 1375, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Rida Laraki & Eilon Solan, 2002. "Stopping Games in Continuous Time," Discussion Papers 1354, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Christian Seel & Philipp Strack, 2016.
"Continuous Time Contests with Private Information,"
Mathematics of Operations Research, INFORMS, vol. 41(3), pages 1093-1107, August.
- Seel, Christian & Stracky, Philipp, 2014. "Continuous Time Contests with Private Information," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100527, Verein für Socialpolitik / German Economic Association.
- Steg, Jan-Henrik, 2018.
"Preemptive investment under uncertainty,"
Games and Economic Behavior, Elsevier, vol. 110(C), pages 90-119.
- Jan-Henrik Steg, 2015. "Preemptive Investment under Uncertainty," Papers 1511.03863, arXiv.org, revised May 2016.
- Steg, Jan-Henrik, 2015. "Preemptive Investment under Uncertainty," Center for Mathematical Economics Working Papers 549, Center for Mathematical Economics, Bielefeld University.
- Tiziano De Angelis & Erik Ekström & Kristoffer Glover, 2022.
"Dynkin Games with Incomplete and Asymmetric Information,"
Mathematics of Operations Research, INFORMS, vol. 47(1), pages 560-586, February.
- Tiziano De Angelis & Erik Ekstrom & Kristoffer Glover, 2018. "Dynkin games with incomplete and asymmetric information," Papers 1810.07674, arXiv.org, revised Jul 2020.
- Erhan Bayraktar & Song Yao, 2015. "On the Robust Dynkin Game," Papers 1506.09184, arXiv.org, revised Sep 2016.
- Eran Shmaya & Eilon Solan, 2002. "Two Player Non Zero-Sum Stopping Games in Discrete Time," Discussion Papers 1347, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Rida Laraki & Eilon Solan, 2012. "Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time," Working Papers hal-00753508, HAL.
- Said Hamadène & Mohammed Hassani, 2014. "The multi-player nonzero-sum Dynkin game in discrete time," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 79(2), pages 179-194, April.
- Georgiadis, George & Kim, Youngsoo & Kwon, H. Dharma, 2022. "The absence of attrition in a war of attrition under complete information," Games and Economic Behavior, Elsevier, vol. 131(C), pages 171-185.
- Yu-Jui Huang & Zhou Zhou, 2021. "A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria," Papers 2101.00343, arXiv.org, revised Dec 2021.
- Yu-Jui Huang & Zhou Zhou, 2022. "A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria," Finance and Stochastics, Springer, vol. 26(2), pages 301-334, April.
- Tiziano De Angelis & Nikita Merkulov & Jan Palczewski, 2020. "On the value of non-Markovian Dynkin games with partial and asymmetric information," Papers 2007.10643, arXiv.org, revised Feb 2021.
- Jan-Henrik Steg, 2015.
"Symmetric Equilibria in Stochastic Timing Games,"
Papers
1507.04797, arXiv.org, revised May 2018.
- Steg, Jan-Henrik, 2015. "Symmetric equilibria in stochastic timing games," Center for Mathematical Economics Working Papers 543, Center for Mathematical Economics, Bielefeld University.
- Zhou Zhou, 2015. "Non-zero-sum stopping games in discrete time," Papers 1508.06032, arXiv.org.
- Gad, Kamille Sofie Tågholt & Matomäki, Pekka, 2020. "Optimal variance stopping with linear diffusions," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2349-2383.
- Christensen, Sören & Lindensjö, Kristoffer, 2020. "On time-inconsistent stopping problems and mixed strategy stopping times," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 2886-2917.
- David Hobson & Gechun Liang & Edward Wang, 2021. "Callable convertible bonds under liquidity constraints and hybrid priorities," Papers 2111.02554, arXiv.org, revised Oct 2024.
- Kolb, Aaron M., 2015. "Optimal entry timing," Journal of Economic Theory, Elsevier, vol. 157(C), pages 973-1000.
- Zhou Yang & Hyeng Keun Koo, 2018. "Optimal Consumption and Portfolio Selection with Early Retirement Option," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1378-1404, November.
- Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014.
"Preemption games under Lévy uncertainty,"
Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
- Svetlana Boyarchenko & Sergei Levendorskii, 2011. "Preemption Games under Levy Uncertainty," Department of Economics Working Papers 131101, The University of Texas at Austin, Department of Economics, revised Oct 2014.
- George Georgiadis & Youngsoo Kim & H. Dharma Kwon, 2021. "The Absence of Attrition in a War of Attrition under Complete Information," Papers 2110.12013, arXiv.org, revised Nov 2021.
- Banerjee, Snehal & Breon-Drish, Bradyn, 2020. "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, vol. 138(2), pages 458-482.
- Jodi Dianetti & Giorgio Ferrari & Renyuan Xu, 2024. "Exploratory Optimal Stopping: A Singular Control Formulation," Papers 2408.09335, arXiv.org, revised Oct 2024.
- Michael Ludkovski, 2010. "Stochastic Switching Games and Duopolistic Competition in Emissions Markets," Papers 1001.3455, arXiv.org, revised Aug 2010.
- De Angelis, Tiziano & Ekström, Erik, 2020. "Playing with ghosts in a Dynkin game," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6133-6156.
- Tiziano De Angelis & Erik Ekstrom, 2019. "Playing with ghosts in a Dynkin game," Papers 1905.06564, arXiv.org.
- Joffrey Derchu & Philippe Guillot & Thibaut Mastrolia & Mathieu Rosenbaum, 2020. "AHEAD : Ad-Hoc Electronic Auction Design," Papers 2010.02827, arXiv.org.
- Guo, Ivan & Rutkowski, Marek, 2016. "Discrete time stochastic multi-player competitive games with affine payoffs," Stochastic Processes and their Applications, Elsevier, vol. 126(1), pages 1-32.